-0.7%
SHOP vs NET
+36.7%
-37.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.6% | +9.9% | +8.7% |
| 7D | -9.0% | -16.4% | +7.3% | -0.6% |
| 30D | -4.4% | -25.8% | +21.4% | +10.5% |
| 3M | +24.1% | -11.5% | +35.6% | +28.1% |
| 6M | +20.0% | +18.9% | +1.1% | 0.0% |
| YTD | -4.9% | +35.2% | -40.1% | -29.2% |
| 1Y | -4.9% | +14.5% | -19.4% | -22.0% |
| 3Y | +149.0% | +313.8% | -164.9% | -10.2% |
| 5Y | -0.7% | +32.6% | -33.2% | -46.4% |
| All | -0.7% | +36.7% | -37.4% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling